import sys
from PyQt5.QtWidgets import QWidget,QMessageBox,QApplication

class Example(QWidget):
    def __init__(self):
        super().__init__()

        self.initUI()

    def initUI(self):
        self.setGeometry(300,300,250,150)
        self.setWindowTitle('Message Box')
        self.show()

    def closeEvent(self, event):
        reply=QMessageBox.question(self,'Message',"Are you sure to quit?",QMessageBox.Yes|QMessageBox.No, QMessageBox.No)

        if reply == QMessageBox.Yes:
            event.accept()
        else:
            event.ignore()

if __name__ == '__main__':
    app =QApplication(sys.argv)
    ex=Example()
    sys.exit(app.exec_())


